Fourier Integral Estimate of the Failure Rate Function and Its Mean Square Error Properties,

Abstract

In this paper we introduce a new class of estimators of the failure rate function which are based on its Fourier transform. We show that these estimators are in fact kernel estimators based on the sinc function. They have, for a certain class of the failure rate functions a faster rate of convergence of the mean square error than those estimators based on other kernels. We attempt to explain the reason for this fast rate of convergence by pointing out the connection between a sinc kernel estimator and the jackknifing of kernel estimators. We make some concluding remarks on the meaning and the value of the results given in this paper. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Mar 14, 1980
Accession Number
ADA099432

Entities

People

  • Man-yuen Wong
  • Nozer Singpurwalla

Organizations

  • George Washington University

Tags

Communities of Interest

  • Ground and Sea Platforms

DTIC Thesaurus Topics

  • Classification
  • Contracts
  • Convergence
  • Distribution Functions
  • Engineering
  • Estimators
  • Integrals
  • Logistics Management
  • Mathematics
  • Military Research
  • New York
  • Probability
  • Probability Density Functions
  • Random Variables
  • Security
  • Statistics
  • Test And Evaluation

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Statistical inference.
  • Theoretical Analysis.